Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23.04.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 1'468'900 | 1'468'900 | 1'468'710 | 1'468'710 | 889'088 CHF | 903'777 CHF | 100.00% | 100.00% |
22.04.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 1'432'800 | 1'432'800 | 1'432'500 | 1'432'500 | 893'086 CHF | 907'414 CHF | 100.00% | 100.00% |
19.04.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 1'471'300 | 1'471'300 | 1'471'300 | 1'471'300 | 870'011 CHF | 884'724 CHF | 100.00% | 100.00% |
18.04.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 1'514'300 | 1'514'300 | 1'514'300 | 1'514'300 | 875'192 CHF | 890'336 CHF | 100.00% | 100.00% |
17.04.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 1'470'000 | 1'470'000 | 1'467'160 | 1'467'160 | 865'003 CHF | 879'703 CHF | 100.00% | 100.00% |
16.04.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 1'577'500 | 1'577'500 | 1'577'280 | 1'577'280 | 913'996 CHF | 929'771 CHF | 99.92% | 99.92% |
15.04.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 1'749'600 | 1'749'600 | 1'749'600 | 1'749'600 | 957'140 CHF | 974'636 CHF | 99.83% | 99.83% |
12.04.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 1'460'500 | 1'460'500 | 1'460'500 | 1'460'500 | 758'186 CHF | 772'791 CHF | 100.00% | 100.00% |
11.04.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 1'567'200 | 1'567'200 | 1'567'200 | 1'567'200 | 922'689 CHF | 938'361 CHF | 100.00% | 100.00% |
10.04.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 1'686'900 | 1'686'900 | 1'686'900 | 1'686'900 | 910'991 CHF | 927'860 CHF | 100.00% | 100.00% |